Research

Sequence to Sequence Model for Anomaly Detection in Financial Transactions

August 16, 2016, Allan Costa

We propose the use of a character-level sequence-to-sequence based model to perform anomaly detection in financial transactions defined by (request, response) pairs. We found empirically that we can use a single end-to-end model to learn patterns from a great variety of industry protocols with enough speed to perform real-time anomaly detection.